+440.3%
NEM vs MMM
+3,218.9%
-2,778.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.2% |
| 7D | +11.6% | +7.0% | +4.7% | +10.4% |
| 30D | +1.8% | +18.4% | -16.6% | -1.0% |
| 3M | +2.5% | +4.5% | -2.0% | +1.7% |
| 6M | +3.4% | +33.4% | -30.0% | -1.5% |
| YTD | +20.9% | +20.0% | +1.0% | +17.1% |
| 1Y | +37.2% | +15.0% | +22.2% | +33.8% |
| 3Y | +271.6% | +165.0% | +106.6% | +213.8% |
| 5Y | +136.6% | +47.9% | +88.7% | +116.6% |
| 10Y | +342.6% | +79.6% | +263.0% | +285.6% |
| All | +440.3% | +3,218.9% | -2,778.6% | +329.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling